VaR: exchange rate risk and jump risk.
Chen, Fen-Ying
Journal of Probability and Statistics, Tome 2010 (2010), / Harvested from The Electronic Library of Mathematics
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Publié le : 2010-01-01
DOI : https://doi.org/10.1155/2010/196461
EUDML-ID : urn:eudml:doc:227439 
@article{05907947,
     title = {VaR: exchange rate risk and jump risk.},
     journal = {Journal of Probability and Statistics},
     volume = {2010},
     year = {2010},
     doi = {10.1155/2010/196461},
     zbl = {1214.91139},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05907947}
}

Chen, Fen-Ying. VaR: exchange rate risk and jump risk.. Journal of Probability and Statistics, Tome 2010 (2010) . doi : 10.1155/2010/196461. http://gdmltest.u-ga.fr/item/05907947/